Hypothetical capital of CCP

Reference date:

December 30, 2020

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1 000 000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

5.36

610.04

11.13

42.45

C-factor

0.16%

8.39%

0.46%

2.79%

DFCM

2 900.00

2 273.00

940.00

520.00

DFCCP

2 500.00

5 000.00 *

1 500.00

1 000.00

*including additional dedicated CCP capital in amount of 3 billion RUB